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http://hdl.handle.net/10071/12992
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Title: Knowledge extraction of financial derivatives options in the maturity with data science techniques
Authors: Eira, Lídia da Conceição Silva
Orientador: Cortez, Paulo
Laureano, Raul M. S.
Keywords: Gestão de sistemas de informação
Derivados financeiros
DATA MINING
Processo de decisão
Árvore de decisão
Information systems management
Business intelligence
Financial instruments
Financial derivatives options
Issue Date: 2016
Citation: EIRA,Lídia da Conceição Silva - Knowledge extraction of financial derivatives options in the maturity with data science techniques [Em linha]. Lisboa: ISCTE-IUL, 2016. Dissertação de mestrado. [Consult. Dia Mês Ano] Disponível em www:<http://hdl.handle.net/10071/12992>.
Abstract: To improve the level of support in information systems and quality of services by questioning the daily routine of a team using a set of financial evidence has been an interesting and challenging problem for many researcher and decision maker professionals. As part of a well-known investment bank that deals financial instruments like European-style options derivatives, operational teams are well aware that the focus of their work are around the evolution on pricing until the expiry moment. The choice of knowing more about financial derivatives options, especially in the maturity period, was made after a long process of study on economics and financial concepts in a certain institution. A special attention was given in subjects where information technology teams have less knowledge, which are the mathematical operation of derivative financial options and their implications in financial terms. As well, the identification of areas of business could be studied with greater interest for a specific organisation.
Peer reviewed: yes
URI: http://hdl.handle.net/10071/12992
Thesis identifier: 201555980
Designation: Mestrado em Gestão de Sistemas de Informação
Appears in Collections:T&D-DM - Dissertações de mestrado

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